As SweetieJean indicated, it's the responsibility of the financial institution that received the rollover to file the Form 5498 with the IRS and to send you a copy. The fact that the IRS is asking for the Form 5498 suggests that they did not receive one from the financial institution that holds the IRA account that received the rollover. This might indicate that either the financial institution does not have your correct SSN or that you did not actually perform a rollover to an IRA.
Note that if the rollover was to a qualified retirement plan account like a 401(k) rather than to an IRA account, no Form 5498 is involved. The IRS often questions indirect rollovers to qualified retirement plans because qualified retirement plans do not report receipt of rollovers and the IRS has no way to know that the rollover was actually completed without providing them with supporting documentation such as an account statement from your qualified retirement plan showing receipt of the rollover contribution.
